+643.2%
GEV vs QLD
+105.6%
+537.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +8.1% | +3.0% | +5.1% | +5.8% |
| 30D | -1.9% | -1.8% | -0.1% | -0.6% |
| 3M | +4.1% | -1.8% | +5.9% | +5.2% |
| 6M | +23.2% | +36.9% | -13.7% | -3.4% |
| YTD | +48.9% | +28.7% | +20.2% | +21.4% |
| 1Y | +62.2% | +41.9% | +20.3% | +23.3% |
| All | +643.2% | +105.6% | +537.5% | +332.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling